SYMMETRIZATION AND ENHANCEMENT OF THE CONTINUOUS MORLET TRANSFORM FOR SPECTRAL DENSITY ESTIMATION

Abstract

The forward and inverse wavelet transform using the continuous Morlet basis may be symmetrized by using an appropriate normalization factor. The loss of response due to wavelet truncation is addressed through a renormalization of the wavelet based on power. The spectral density has physical units which may be related to the squared amplitude of the signal, as do its margins the mean wavelet power and the integrated instant power, giving a quantitative estimate of the power density with temporal resolution. Deconvolution with the wavelet response matrix reduces the spectral leakage and produces an enhanced wavelet spectrum providing maximum resolution of the harmonic content of a signal. Applications to data analysis are discussed.